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EM algorithm
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Discrete Itô formula
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Discrete-time Clark-Ocone formula
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Ishijima, Hiroshi
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Asia-Pacific Financial Markets
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Discrete-Time
Clark-Ocone Formula for Poisson Functionals
Amaba, Takafumi
- In:
Asia-Pacific Financial Markets
21
(
2014
)
2
,
pp. 97-120
In this paper, we establish a
discrete-time
version of Clark(-Ocone-Haussmann) formula for Poisson functionals. The …
Persistent link: https://www.econbiz.de/10010989071
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2
Log Mean-Variance Portfolio Selection Under Regime Switching
Ishijima, Hiroshi
;
Uchida, Masaki
- In:
Asia-Pacific Financial Markets
18
(
2011
)
2
,
pp. 213-229
Persistent link: https://www.econbiz.de/10009150531
Saved in:
3
The Regime Switching Portfolios
Ishijima, Hiroshi
;
Uchida, Masaki
- In:
Asia-Pacific Financial Markets
18
(
2011
)
2
,
pp. 167-189
Persistent link: https://www.econbiz.de/10009150533
Saved in:
4
A discrete Itô calculus approach to He’s framework for multi-factor discrete markets
Akahori, Jirô
- In:
Asia-Pacific Financial Markets
12
(
2005
)
3
,
pp. 273-287
Persistent link: https://www.econbiz.de/10005684910
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